CBOT 10-Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 128-130 127-230 -0-220 -0.5% 124-260
High 128-210 127-240 -0-290 -0.7% 128-210
Low 127-310 126-315 -0-315 -0.8% 124-200
Close 128-000 126-315 -1-005 -0.8% 126-315
Range 0-220 0-245 0-025 11.4% 4-010
ATR 1-048 1-045 -0-003 -0.8% 0-000
Volume 427,740 321,307 -106,433 -24.9% 1,953,386
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-172 129-008 127-130
R3 128-247 128-083 127-062
R2 128-002 128-002 127-040
R1 127-158 127-158 127-017 127-118
PP 127-077 127-077 127-077 127-056
S1 126-233 126-233 126-293 126-192
S2 126-152 126-152 126-270
S3 125-227 125-308 126-248
S4 124-302 125-063 126-180
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 138-272 136-303 129-064
R3 134-262 132-293 128-030
R2 130-252 130-252 127-232
R1 128-283 128-283 127-113 129-268
PP 126-242 126-242 126-242 127-074
S1 124-273 124-273 126-197 125-258
S2 122-232 122-232 126-078
S3 118-222 120-263 125-280
S4 114-212 116-253 124-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-210 124-200 4-010 3.2% 1-000 0.8% 59% False False 390,677
10 128-210 122-095 6-115 5.0% 1-020 0.8% 74% False False 422,247
20 128-210 117-080 11-130 9.0% 0-314 0.8% 85% False False 400,750
40 128-210 111-020 17-190 13.9% 0-178 0.4% 90% False False 206,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-001
2.618 129-241
1.618 128-316
1.000 128-165
0.618 128-071
HIGH 127-240
0.618 127-146
0.500 127-118
0.382 127-089
LOW 126-315
0.618 126-164
1.000 126-070
1.618 125-239
2.618 124-314
4.250 123-234
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 127-118 127-262
PP 127-077 127-173
S1 127-036 127-084

These figures are updated between 7pm and 10pm EST after a trading day.

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